摘要
对证券投资风险的分析以及对风险收益关系的统计检验,已成为现代金融理论研究中最活跃的领域之一。股票投资风险收益关系的实证分析表明:系统风险的比例在逐年下降,标志着证券市场本身的规范化发展和投资者的成熟。
The paper reports the study of the risk-return relation of stock investment and the test of the model of CAPM, which is the one of the most active financial fields. The positive analysis indicates that the risk has been decreased year by year, which shows the standardization of stock market and the maturity of investors.
出处
《华南金融研究》
2002年第4期31-34,共4页
South China Financial Research
